Econometrics and Statistics Colloquium
Paper and titles will be posted on this page when they become available. If you have any questions about the schedule, please email Melissa Johnsen or phone her at (773) 702-7099.
Please see the individual dates for meeting times and places.
Winter Quarter 2009
January 8, 1:20-2:50 pm, HC C05
Bayesian Adjustment for Multiplicity in Large Model-Selection Problems
"Bayes and Empirical-Bayes Multiplicity Adjustment in the Variable-Selection Problem" (paper talk is based on)
James Scott, Duke University
January 15, 11:00 am - 12:30 pm, HC C10
"Estimation and Inference with Many Moment Inequalities"
Konrad Menzel, MIT
January 22, 11:00 am - 12:30 pm, HC C10
"The Term Structure of Variance Risk Premia"
Dante Amengual, Princeton University
January 29, 11:00 am - 12:30 pm, HC C10
"Robust Confidence Intervals in Nonlinear Regression under Weak Identification"
Xu Cheng, Yale University
February 5, 11:00 am - 12:30 pm, HC C10
"Subsampling High Frequency Data"
Ilze Kalnina, London School of Economics
February 12, 11:00 am - 12:30 pm, HC C10
"A General Framework for Observation Driven Time-Varying Parameter Models"
Drew Creal, University of Washington
February 13, FRIDAY, 11:00 am - 12:30 pm, HC C10
"Nonparametric Inference of Quantile Curves for Non-Stationary Time Series"
Zhou Zhou, University of Chicago
February 19, 1:20-2:50 pm, HC C05
February 26, 1:20-2:50 pm, HC C05
"Defining Predictive Probability Functions for Species Sampling Models"
Peter Müller, Department of Biostatistics, M. D. Anderson Cancer Center
March 5, 1:20-2:50 pm, HC C05
"Bayesian Grouped Factor Models"
Merrill Liechty, Drexel University
March 12, 1:20-2:50 pm, HC C05
"Corporate Credit Spreads Under Parameter Uncertainty"
Arthur Korteweg, Stanford University
March 17, 12:00-1:30 pm, HC C05 *(Special day and time)*
"Shrinkage Regression for Multivariate Inference with Missing Data, with an Application to Portfolio Balancing "
"On Estimating Covariances Between Many Assets with Histories of Highly Variable Length" (paper talk is based on)
Robert B. Gramacy , University of Cambridge
March 19, 1:20-2:50 pm, HC C05
"Control Variates for Reversible MCMC Samplers"
Petros Dellaportas, Athens University of Economics and Business